Stats

Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all; semantics https://docs.alpaca.markets/us/reference/stockbars. Each ETF1331 daily bars June1 2021–Sep17 2026, unique sessions; selected OHLC checks pass. Returns=adjusted close/lag close-1 at21/63/126/252 sessions; mean equal horizons. SMA200 includes latest bar, ATR20 arithmetic mean true range. Table columns symbol,r21%,r63%,r126%,r252%,mean%,close,SMA200,ATR20,eligible rank(null=below SMA),proposed dollars: [["XLE",1.25628,18.79145,11.86676,48.12773,20.01056,64.48,55.2166,1.28822,1,39.66],["XLK",1.31451,1.33635,36.64172,38.8204,19.52825,188.06,162.00065,3.1325,2,39.66],["XLV",-0.54204,12.5025,15.71047,25.43469,13.2764,168.81,155.1048,2.26847,3,39.66],["XLF",-3.38866,3.75046,15.09784,5.95374,5.35334,55.88,53.43345,0.7201,4,0],["XLB",-2.06643,-2.16091,5.44812,13.90386,3.78116,50.71,50.144,0.79677,5,0],["XLP",-2.44216,0.46931,2.30364,7.57634,1.97678,83.49,82.94265,0.93426,6,0],["XLRE",-3.78669,-1.49117,3.76994,5.63346,1.03138,42.94,42.7645,0.50424,7,0],["XLI",-7.93158,-5.66533,2.86045,12.7485,0.50301,169.01,171.0458,2.45025,null,0],["XLC",1.69261,3.1491,-0.57522,-4.01538,0.06278,112.35,113.6426,1.585,null,0],["XLY",-4.27123,-3.35763,1.1441,-7.2986,-3.44584,111.39,116.60995,1.561,null,0],["XLU",-5.29305,-5.63603,-9.58577,1.85683,-4.66451,41.69,44.23335,0.63053,null,0]] P90 uses1254 overlapping60-session adjusted returns ending within last5years. XLE20.653340%, XLK18.369738%, XLV10.632192%. Indicative close-based stops/targets XLE61.90355/77.79727;XLK181.795/222.60613;XLV164.27306/186.75820. At actual entry E: stop E-2ATR, target E*(1+P90),1–3months. Profitable ratchet max(existing,SMA200,high20-2ATR), never loosen. Initial deployment, then rerank first trading run each month or stop. No repeated backtesting of validated mandate.